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J. Harold Mulherin Walter J. Muller III 《The Journal of Real Estate Finance and Economics》1988,1(1):35-46
This paper analyzes the contractual response to incentive divergencies in the housing-finance sector of the economy. Emphasis is placed on the role played by the private mortgage insurance master policy in stemming the moral hazard of lenders. The structure of the coinsurance feature of the policy is shown to induce the lender to lessen foreclosure costs. Cases are identified where the inducements of coinsurance are not complete. This incompleteness explains the role of the time constraints and bidding instructions imposed on the lender by the master policy.The paper also considers the effects that securitization is having on the incentives of the players in housing finance. The decoupling of the lender from the investor role is lessening the effectiveness of coinsurance, thereby creating new agency costs. Responses such as increased explicit monitoring and the use of reputational bonding are noted and the expected future direction of the contractual structure is discussed. 相似文献
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Exploring the Geography of Corporate Philanthropic Disaster Response: A Study of Fortune Global 500 Firms 总被引:3,自引:1,他引:2
In recent years, major disasters have figured prominently in the media. While corporate response to disasters may have raised
corporate philanthropy to a new level, it remains an understudied phenomenon. This article draws on comparative research on
corporate social responsibility (CSR) and corporate philanthropy to explore the geography of corporate philanthropic disaster
response. The study analyzes donation announcements made by Fortune Global 500 firms from North America, Europe and Asia to
look for regional patterns across three recent disasters: the South Asian Tsunami, Hurricane Katrina, and the Kashmiri earthquake.
The results reveal inter-regional differences in the overall likelihood of donations and in their cash value, in addition
to the identification of home-region- and local presence effects. Implications for researchers and practitioners are discussed.
An erratum to this article can be found at 相似文献
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Pricing Default Risk in Mortgages 总被引:2,自引:0,他引:2
James F. Epperson James B. Kau Donald C. Keenan Walter J. Muller III 《Real Estate Economics》1985,13(3):261-272
This paper examines the valuation of fixed-rate mortgages and the pricing of insurance against default on such mortgages. Both the mortgage and the insurance are treated as compound European put options. A put is the right, but not the obligation, to turn over an asset to another party for a specified payment, and being a European put indicates that this can only occur at a specified expiration date. The mortgage contract, and hence the insurance on it, fit into a European option framework because no rational borrower would ever choose to default until a payment is due. Mortgages are compound options in nature because at each payment data prior to the last one, the borrower either defaults or purchases a new option to default at the next payment date by making the scheduled payment. Since the current value of the mortgage is affected by options to default in the future, the problem is solved working backwards in time with the value of later options feeding into the earlier ones, so that the process builds on itself in a recursive fashion. Using familiar arguments from option-pricing theory, the value of any of the assets in the model is expressed as the solution to a partial differential equation, where the terms of the contract yield the appropriate terminal conditions. Standard numerical procedures are then used to produce the value of the mortgage and the insurance under various economic conditions. The simulations indicate that the prime determinants of the value of the assets considered are the volatility of the house price and the volatility of the spot interest rate. Sensitivity tests show that changing either of these parameters affects the results substantially more than any of the other parameters examined. The paper completely analyzes the default option and insurance against default on the mortgage. It is one part of a complete model of fixed-rate mortgages that would allow for both prepayment and default and treat the interaction of the two options. The general approach outlined in this paper can be used to develop such a model as well as to value any mortgage-related security. In light of the increasing variety and the complexity of such instruments in the market today, the presentation of our approach to these valuation problems is perhaps the most important contribution of the paper. 相似文献